Rollover with Esignal feed and NON-US FUTURES SYMBOLS

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reitberg
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Rollover with Esignal feed and NON-US FUTURES SYMBOLS

Postby reitberg » 07 Jun 2007

I was wondering what is the most efficient and best performing method for futures contract rollover in MC with the esignal. I am rolling over international symbols and I can not use the #F rollover sign.

Currently,

1) I am exporting the data of the expired contract from MC to an ascii file

2) then I use the ascii mapping in MC to get the historical data into a chart

3) merge the new real time data with the current front month contract.

The problem is that if my internet connection goes out in the middle of trading, I have a gap in my data because the new front month contract is merged into the chart in real time.

What is the best solution for automatic backfill of the new contract month?
Thanks

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Kate
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Postby Kate » 15 Jun 2007

Why don't you just rename the symbol manually in QuoteManager? It is the easiest way to rollover futures. You can also export data of the expired contract into an ascii file and then import this data into the new contract.

reitberg
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Postby reitberg » 25 Jun 2007

Kate,

Could you please explain what you mean when you wrote, "rename the symbol manually in QuoteManager?"

Thanks

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Kate
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Postby Kate » 25 Jun 2007

Daniel,

You need to open QuoteManager, double-click on the necessary symbol and rename it.

reitberg
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Postby reitberg » 25 Jun 2007

Kate,

I know how to use the QM to rename the symbol. I just don't understand the logic behind renaming the symbol. The symbol root will still be the same. Can you please be a bit more specific and explain why this is a good way of rolling over a contract with the esignal feed? Thanks


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